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Publications

Unresolved Defaults LGD Study 2020

This report describes the Global Credit Data (GCD) methodology for calculating loss given defaults (LGDs) for unresolved loans.

Downturn LGD Study 2020

This Global Credit Data (GCD) study looks into the historical effects of previous downturns on bank credit losses across various debtor types, industries and regions, with a view to helping banks u

LGD Report Large Corporates 2020

Industry standard for benchmarking LGD / First complete account of the losses incurred during the global financial crisis of 2008

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News

GCD Newsletter - February 2021

25 February 2021

 

GCD Newsletter - December 2020

03 December 2020

 

LGD models must include unresolved defaults to avoid resolution bias, argues latest GCD study

01 December 2020

PRESS RELEASE - December 1, 2020

Latest report from Global Credit Data highlights need for unresolved defaults to be incorporated into modelling process

 

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Members

Members range from global universal banks to specialised and regional institutions, all following Basel definitions.

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Data Pooling

Members share data for benchmarking their LGD, EAD and PD models on a "give to get" basis  

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Working Groups

Member banks get together to study areas of common interest, e.g. Downturn LGD, Trade Finance and IFRS 9 / CECL impairment modelling.

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Data Analysis & Library

Anonymised and controlled raw data is returned to member banks for their own use and analysis. GCD members have access to the library, which includes also a vast amount of analytics on the data.

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